Lets have a look how well we did in Dec 2012 - below are all the tweets from our new production system.
The last 5 columns are interesting.
LSE_trace are the results for the Trace system and the the LSE_sc are the Candlestick traces
The columns are:
LSE Company
Date Tweeted
Trace or Candlestick
Count of the times this has previously been Triggered
Success coefficient Tweedle Dee
Success coefficient Tweedle Dum
Volume on day
Volume on day divided by average volume over last 3 months
Close on day
Open on the next day
High over the next 5 days
Percentage increase over next 5 days
Percentage increase over next 10 days
Percentage increase over next 15 days
Percentage increase over next 30 days
Percentage increase over next 120 days
F_CO
|
F_DATE
|
F_BETA
|
F_COUNT
|
F_TDEE
|
F_TDUM
|
VOL_
|
VOLANA
|
CLOSE_1_
|
OPEN_
|
HIGH_5
|
PERC_5
|
PERC_10
|
PERC_15
|
PERC_30
|
PERC_120
|
ARC | 27-DEC-12 | LSE_cs | 10 | 14.6 | 80 | 500000 | 0.37 | 0.07 | 0.06 | 0.092 | 53.3 | 53.3 | 53.3 | 53.3 | 53.3 |
SEA | 24-DEC-12 | LSE_trace | 4 | 1000 | 313 | 1070857 | 4.62 | 28.625 | 28.25 | 31.867 | 12.8 | 12.8 | 12.8 | 12.8 | 12.8 |
BRNS | 21-DEC-12 | LSE_cs | 3 | 444 | 100 | 2116 | 0.11 | 0.275 | 0.06 | 0.365 | 508.3 | 508.3 | 508.3 | 508.3 | 508.3 |
BLU | 21-DEC-12 | LSE_cs | 3 | 28 | 100 | 100000 | 0.61 | 0.325 | 0.25 | 0.325 | 30 | 30 | 30 | 30 | 30 |
CRHL | 21-DEC-12 | LSE_cs | 5 | 25.38 | 100 | 269019 | 1.12 | 0.35 | 0.3 | 0.35 | 16.7 | 16.7 | 16.7 | 16.7 | 16.7 |
AUMP | 20-DEC-12 | LSE_trace | 3 | 2099 | 2298 | 7459 | 0.56 | 18 | 13.9 | 18 | 29.5 | 29.5 | 29.5 | 63.6 | 63.6 |
ADS | 19-DEC-12 | LSE_cs | 5 | 19.06 | 100 | 500000 | 0.62 | 0.035 | 0.02 | 0.04 | 100 | 100 | 100 | 100 | 100 |
SLES | 19-DEC-12 | LSE_trace | 3 | 826 | 536 | 17251 | 1 | 33 | 31.01 | 36 | 16.1 | 29 | 32.2 | 45.1 | 45.1 |
BRNS | 14-DEC-12 | LSE_cs | 51 | 206.61 | 86.27 | 41051 | 2.72 | 0.275 | 0.06 | 0.365 | 508.3 | 508.3 | 508.3 | 508.3 | 508.3 |
AUMP | 14-DEC-12 | LSE_cs | 4 | 23.3 | 100 | 5204 | 0.36 | 18 | 14 | 20.5 | 46.4 | 46.4 | 46.4 | 62.4 | 62.4 |
HINS | 14-DEC-12 | LSE_cs | 9 | 17.73 | 88.89 | 4200 | 0.17 | 9.375 | 8.755 | 9.5 | 8.5 | 10.7 | 14.2 | 65.6 | 65.6 |
ADS | 11-DEC-12 | LSE_cs | 5 | 19.06 | 100 | 150000 | 0.15 | 0.04 | 0.03 | 0.035 | 16.7 | 33.3 | 33.3 | 33.3 | 33.3 |
VPHA | 11-DEC-12 | LSE_trace | 4 | 1672 | 491 | 143836 | 0.76 | 0.5464 | 0.5502 | 0.575 | 4.5 | 36.3 | 61.8 | 61.8 | 61.8 |
PCTS | 11-DEC-12 | LSE_trace | 3 | 201 | 2482 | 3872 | 0.17 | 7.75 | 7.01 | 7.75 | 10.6 | 10.6 | 21.3 | 21.3 | 21.3 |
WSG | 11-DEC-12 | LSE_trace | 3 | 207 | 1498 | 482342 | 2.82 | 28.9 | 29 | 33 | 13.8 | 13.8 | 13.8 | 36.2 | 36.2 |
HINS | 10-DEC-12 | LSE_cs | 9 | 17.73 | 88.89 | 37986 | 2.97 | 10.018 | 9.25 | 9.375 | 1.4 | 4.8 | 4.8 | 45.8 | 56.8 |
JMCS | 10-DEC-12 | LSE_trace | 3 | 1251 | 1815 | 1012 | 0.15 | 4.25 | 1.351 | 4.149 | 207.1 | 207.1 | 213.8 | 418.1 | 418.1 |
NUS | 10-DEC-12 | LSE_trace | 3 | 940 | 234 | 35068 | 0.76 | 19.667 | 19.6 | 22.6 | 15.3 | 27.6 | 42.9 | 162.2 | 162.2 |
ATI | 10-DEC-12 | LSE_trace | 3 | 346 | 514 | 46 | 0 | 70.125 | 60.25 | 74 | 22.8 | 22.8 | 22.8 | 22.8 | 22.8 |
CMI | 05-DEC-12 | LSE_cs | 3 | 50.27 | 100 | 10062 | 0.02 | 0.925 | 0.888 | 1 | 12.6 | 12.6 | 12.6 | 12.6 | 12.6 |
CR3B | 04-DEC-12 | LSE_cs | 5 | 75.68 | 80 | 1736 | 0.53 | 10 | 6 | 12 | 100 | 100 | 100 | 100 | 100 |
SVCA | 04-DEC-12 | LSE_cs | 8 | 29.53 | 87.5 | 5400 | 0.14 | 3.875 | 3.33 | 3.875 | 16.4 | 16.4 | 16.4 | 16.4 | 16.4 |
CR3B | 04-DEC-12 | LSE_trace | 3 | 2298 | 2680 | 1736 | 0.53 | 10 | 6 | 12 | 100 | 100 | 100 | 100 | 100 |
UTN | 04-DEC-12 | LSE_trace | 3 | 717 | 3676 | 12000 | 0.19 | 0.85 | 0.86 | 0.89 | 3.5 | 3.5 | 4.7 | 57 | 57 |
ARC | 03-DEC-12 | LSE_cs | 10 | 14.6 | 80 | 883334 | 0.83 | 0.085 | 0.07 | 0.085 | 21.4 | 21.4 | 31.4 | 31.4 | 31.4 |
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